-10.0%
SWK vs USHY
+46.9%
-56.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.0% | -0.3% | +11.3% | +11.9% |
| 30D | +30.1% | 0.0% | +30.0% | +30.1% |
| 3M | +14.7% | -2.4% | +17.1% | +22.6% |
| 6M | +44.5% | -1.6% | +46.1% | +51.9% |
| YTD | +59.4% | -0.2% | +59.5% | +61.7% |
| 1Y | +77.5% | +1.2% | +76.3% | +73.8% |
| 3Y | +49.5% | +24.1% | +25.3% | -9.0% |
| 5Y | -24.9% | +18.1% | -43.0% | -46.2% |
| All | -10.0% | +46.9% | -56.8% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling